<t>One model that has worked quite well historically is to measure the frequency of official pronouncements in the spirit of, "we are committed to maintaining the peg". Increased frequency and strength of such statements is a sure sign of growing difficulties in maintaining the peg. The costs of spe...

<t>With the shock move by SNB grabbing everyone's attention, I wonder if the price action at the close (New York 5pm) went unnoticed. At about 16:50 New York time on Thursday, EURCHF free falls by about 3%, before fully recovering in the minutes after 5pm. I'm not sure what went on here, but am curi...

<t>QuoteOriginally posted by: AlanAt the end of the day, I still don't get the appeal of bitcoins to non-criminals for transaction purposes.I can imagine that might be the case if acceptance is so low that the advantages cannot be fully realized. However, if bitcoin usage becomes ubiquitous, I can t...

These guys think so; http://www.nanex.net/aqck2/4543.html

<t>The current economic cycle looks reasonably secure but the outlook for the next cycle is looking very uncertain under the current monetary policy regime. Asset prices are being artificially elevated by low forward guidance for fed funds and official intervention in the bond/mortgage markets. This...

<t>QuoteOriginally posted by: Traden4AlphaI doubt a bitcoin-based financial system would be any better than a government run fiat system. The use of bitcoins would not eliminate the ability of central bankers or politicians to influence the amount of money supply sloshing around the economy. Althoug...

<r>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: pcaspersQuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: pcaspersQuoteOriginally posted by: Traden4AlphaIt seems a lot less disrespectful waste of resources than cars with more that a 50 hp motor or houses with mor...

<t>QuoteOriginally posted by: bearishQuoteOriginally posted by: royalflushVery interesting discussion. I think customers will more and more get addicted by Bitcoins especially as the newsflow is getting better and as it passed the 1000 USD. So you really want to be a Marketmaker in this one.No, I th...

<r>QuoteOriginally posted by: AlanQuoteOriginally posted by: yugmorf2QuoteOriginally posted by: AlanWould just drive the trades to London again. Really, I don't see the issue. So some people trade faster than others. So what? It's an honest edge, unlike some.According to this, 'some' are trading fra...

<r>QuoteOriginally posted by: AlanWould just drive the trades to London again. Really, I don't see the issue. So some people trade faster than others. So what? It's an honest edge, unlike some.According to this, 'some' are trading fractionally ahead of the release time.<URL url="http://www.nanex.net...

<t>With the intention of promoting fairness and tipping the scales away from low latency momentum players, towards valuation players; I wonder if a more optimal solution (for society) might be to temporarily close the markets for say a minute, when major market moving announcements/data releases are...

<r>Aussies are the wealthiest people in the world according to this article:<URL url="http://www.smh.com.au/business/the-economy/aussies-the-worlds-richest-people-credit-suisse-20131009-2v7qy.htmlIsn%27t"><LINK_TEXT text="http://www.smh.com.au/business/the-econ ... .htmlIsn't">http://www.smh.com.au/...

One possibility might be to find an alternative data set that is highly correlated with your sparsely populated one, and then calculate your risk measures based on that. Possible?

<t>QuoteOriginally posted by: investor82I can consistently beat the market. Up 25% since May when the market is flat, so if I can do it certainly a genius like Simmons and his team can do it. It's about looking for small patterns, inefficiencies to exploit. Second, always trust your intuition. If yo...

I recall reading somewhere that NZD rolls at a different time of the day. Possibly it's broker dependent - can anyone confirm this?